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Enron Mail |
Hello Vince,
My name is Bernard Murphy - I received your e-mail address from Les Clewlow, who was my PhD supervisor at the Financia Options Research Centre at Warwick Business School. I've just finished my PhD on Electricity Price Jump Diffusions : A Theoretical and Empirical Study in Incomplete Markets - hence my interest in electricity price modelling and derivative pricing. I was looking to get hold of a copy of your 1997 paper, which has recently come to my attention : "The Challenge of Pricing & Risk-Managing Electricity Derivatives", The US POwer Market, Risk Publications, pp. 149-171. and Les suggested that I contact you directly (Les is travelling at present and doesn't have an electronic copy available) to request an e-copy. Incidentally, I am Lecturer in Finance / Financial Mathematics at University of Limerick (Ireland) and have taken a year out to work for Caminus UK, where I am working on introducing and developing a markets-based approach (spark-spread) to real asset valuations in the UK power industry. Thanks in advancve Bernard Murphy
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